Line integrals
Suppose a wire in $\R^3$ is twisted to the shape of a curve $\Gamma$, and suppose $\rho \colon \Gamma \to \R$ is a function representing the (linear) density of the wire at each point. What is the total mass of the wire? Intuitively one expects the mass can be approximated as follows. Divide the wire into $N$ segments whose end points are $x_0$, …, $x_N$. Then the mass should be roughly \begin{equation} M \approx \sum_{i = 0}^{N-1} \rho(x_i) \abs{x_{i+1} - x_i} \,. \end{equation} Sending $N \to \infty$ should give the true mass. The limiting value is the line integral (or in this case an arc length integral).
Another example that arises is the integral of vector functions. Suppose $F \colon \R^3 \to \R^3$ is a function representing the force exerted on a particle (e.g. gravity). Suppose a body is constrained to move along a fixed track (e.g. a slide). How much work is done by the force? Dividing the fixed track into small segments as above suggests \begin{equation} W \approx \sum_{i=0}^{N-1} F(x_n) \cdot (x_{n+1} - x_n) \,, \end{equation} and sending $N \to \infty$ gives the true work done. The limiting value is the line integral of the vector function $F$ along the curve $\Gamma$.
Defining the line integral via the above limiting procedure, however, is cumbersome, and we will write it as a standard Riemann integral using a parametrization.
Parametrizing Curves
Definition 1. We say $\hat \tau$ is an orientation of a $C^1$ curve $\Gamma \subseteq \R^n$ if $\hat \tau \colon \Gamma \to \R^n$ is a continuous function such that for every $x \in \Gamma$, $\hat \tau(x) \in TC_x$ and $\abs{\hat \tau(x)} = 1$.
Definition 2. Suppose $I \subseteq \R$ is an interval, $\Gamma \subseteq \R^n$ is a $C^1$-curve with orientation $\hat \tau$. We say $\gamma$ is a parametrization of $(\Gamma, \hat \tau)$ if:
- $\gamma \colon I \to \Gamma$ is $C^1$ and injective.
- $\Gamma - \gamma(I)$ contains at most finitely many points.
- $\gamma’ \cdot \hat \tau > 0$ (i.e. for every $t \in I$, $\gamma’(t) \cdot \hat \tau(\gamma(t)) > 0$)
Remark 3. Recall a curve is defined to be a connected, $1$-dimensional $C^1$ manifold. It’s a non-trivial fact that every connected $C^1$ curve can be oriented, and has a parametrization, and $\Gamma - \gamma(I)$ will be at most one point. (The proof is within reach; but requires work. It’s in the appendix of Milnor’s book, for instance.)
Remark 4. Sometimes it is useful to parametrize curves, which aren’t oriented. We say $\gamma$ is a parametrization of $\Gamma$ if it satisfies the first two conditions in Definition 2.
The line integral
Let $(\Gamma, \hat \tau)$ be an oriented curve in $\R^d$, and $F \colon \Gamma \to \R$ be continuous. Define the line integral of $F$ along $\Gamma$ by \begin{equation} \int_C F \cdot d\ell \defeq \int_I F \circ \gamma(t) \cdot \gamma’(t) \, dt\,, \end{equation} where $\gamma \colon I \to \Gamma$ is a parametrization of $(\Gamma, \hat \tau)$.
Remark 6. If $F = (F_1, \dots, F_d)$, where $F_i:\Gamma \to \R$ are functions, then one often writes the line integral in the differential form notation as \begin{equation}\tag{L}\label{e:lint} \int_\Gamma F \cdot d\ell = \int_\Gamma F_1 \, dx_1 + \cdots + F_d \, dx_d = \int_\Gamma \sum_{i = 1}^d F_i \, dx_i. \end{equation}
Proposition 7 (Parametrization invariance). If $\gamma_1:I_1 \to \Gamma$ and $\gamma_2:I_2 \to \Gamma$ are two parametrizations of $(\Gamma, \hat \tau)$, then \begin{equation} \int_{I_1} F \circ \gamma_1(t) \cdot \gamma_1’(t) \, dt = \int_{I_2} F \circ \gamma_2(t) \cdot \gamma_2’(t) \, dt. \end{equation}
Remark 8. A curve may have multiple parametrizations. Proposition 7 shows that the line integral defined by \eqref{e:lint} is independent of the parametrization.
We will prove Proposition 7 using the following lemmas. First assume $\gamma_1$, $\gamma_2$ are both bijective. (If not, they only miss the “end points”, which won’t affect the integral anyway.)
Lemma 9. Let $\varphi \colon I_2 \to I_1$ be defined by $\varphi = \gamma_1^{-1} \circ \gamma_2$. Then $\varphi$ is $C^1$.
Proof. Even though $\gamma_1$ is $C^1$, $\gamma_1^{-1}$ is only defined on a curve in $\R^d$ (not an open set). So we can’t really say $\gamma_1^{-1}$ is $C^1$. However we can use part 2 of this proposition to guarantee that for every $t_2 \in I_2$, there exists an open set $U \ni \gamma_2(t_2)$ and a function $\psi \colon U \to \R$ such that $\psi \circ \gamma_1(t) = t$ for all $t$ close to $t_1 = \gamma_1^{-1}(\gamma_2(t_2))$. By continuity of $\gamma_2$ this implies \begin{equation} \varphi(t) = \psi \circ \gamma_2(t)\,, \end{equation} for all $t$ close to $t_2$, and so $\varphi$ is $C^1$ at $t_2$. Since $t_2$ was arbitrary, this implies $\varphi$ is $C^1$.
Lemma 10. For the function $\varphi$ defined above, we must have $\varphi’ > 0$.
Proof. Let $\hat \tau$ be the orientation on $\Gamma$, and note \begin{equation} \gamma_2(t) = \gamma_1 \circ \varphi(t)\,. \end{equation} By the chain rule $\gamma_2’ = \gamma_1’(\varphi(t)) \varphi’(t)$, and hence \begin{equation} \gamma_2’(t) \cdot \hat \tau(\gamma_2(t)) = \varphi’(t) \gamma_1’(\varphi(t)) \cdot \hat \tau(\gamma_1(\varphi(t)) \,. \end{equation} This implies \begin{equation} \varphi’(t) = \frac{\gamma_2’(t) \cdot \hat \tau(\gamma_2(t))}{\gamma_1’(\varphi(t)) \cdot \hat \tau(\gamma_1(\varphi(t))} > 0\,. \end{equation}
Proof of Proposition 7. Let $I_i = (a_i, b_i)$. Making the substitution $s = \varphi(t)$ we see \begin{equation} \int_{a_1}^{b_1} F\circ \gamma_1(t) \cdot \gamma_1’(t) \, dt = \int_{\varphi^{-1}(a_1)}^{\varphi^{-1}(b_1)} F\circ \gamma_1(\varphi(s)) \cdot \gamma_1’(\varphi(s)) \, \varphi’(s) \, ds = \int_{a_2}^{b_2} F\circ \gamma_2(s) \cdot \gamma_2’(s) \, ds \,. \end{equation}
Example 11. Suppose a body of mass $M$ is placed at the origin. The force experienced by a body of mass $m$ at the point $x \in \R^3$ is given by $F(x) = \frac{ -GMm x}{\abs{x}^3}$, where $G$ is the gravitational constant. Compute the work done when the body is moved from $a$ to $b$ along a straight line.
Remark 12. If the line joining through $a$ and $b$ passes through the origin, then some care has to be taken when doing the above computation.
Remark 13. We will see later that gravity is a conservative force, and that the above line integral only depends on the endpoints and not the actual path taken.
Arc length
Definition 14. If $(\Gamma, \hat \tau)$ is an oriented ($C^1$) curve, and $f \colon \Gamma \to \R$ is continuous, define the arc length integral of $f$ along $\Gamma$ by \begin{equation} \int_\Gamma f \abs{d\ell} \defeq \int_{\Gamma} f \hat \tau \cdot d\ell\ \,. \end{equation}
Remark 15. Any curve has exactly two orientations. If $\hat \tau$ is one orientation of $\Gamma$, then the other must be $- \hat \tau$. Reversing the orientation (i.e. replacing $\hat \tau$ with $-\hat \tau$) negates all line integrals, but leaves arch length integrals unchanged. As a result, when doing arc length integrals we won’t require the curve to be oriented.
Definition 16. If $\Gamma$ is an curve define \begin{equation} \arclen(\Gamma) = \int_\Gamma 1 \, \abs{d\ell} \,. \end{equation}
Problem 17. Compute the arc-length of a circle of radius $r$.
Definition 18. We say $\gamma \colon [a, b) \to \Gamma$ parametrizes $\Gamma$ by arc-length if $\gamma$ is a parametrization of $\Gamma$, and \begin{equation} \arclen( \gamma( [a, a+t] ) ) = t \end{equation} for every $t \in [0, b - a)$.
Remark 19. Clearly $\gamma$ parametrizes $\Gamma$ by arc-length if and only if $\gamma$ is a parametrization with $\abs{\gamma’} \equiv 1$.
Problem 20. Parametrize a circle of radius $r$ by arc-length.
Remark 21. Let $\gamma$ parametrize $\Gamma$ by arc-length. Physically $\gamma(t)$ represents the position of a particle traveling along the curve $\Gamma$ with constant speed $1$. If $\Gamma$ is curved, the particle will experience a force when moving along the $\Gamma$. The more curved $\Gamma$ is, the stronger the force. This leads to the notion of curvature described here.
Co-area formula
Let $U \subseteq \R^2$ be a bounded region, and $h \colon U \to \R$ be $C^1$. For $a, b, t \in \R$, define \begin{equation} V_{a, b} = \set{ a < h < b } \quad\text{and}\quad C_t = \set{ h = t } \,. \end{equation} Suppose for some $a, b \in \R$, and every $t \in (a, b)$, $C_t$ is a $C^1$ curve. (This happens when, for instance, $h$ has no critical points in $V_{a, b}$.) Under these conditions one can show that there exists a $C^1$ curve $\Gamma \subseteq V_{a, b}$, and a function $\theta\colon V_{a, b} - \Gamma \to (0, 2\pi)$ such that $\grad h \cdot \grad \theta = 0$, and the function $\varphi$ defined by $\varphi = (h, \theta) \colon U - \Gamma \to (0, 1) \times (0, 2\pi)$ is a $C^1$ and bijective.
Theorem 22 (Co-area formula). If $f \colon V_{a, b} \to \R$ is continuous, then \begin{equation*} \int_U f \, dA = \int_{t = a}^b \int_{C_t} f \, \frac{\abs{d\ell}}{\abs{\grad h}} \, dt\,. \end{equation*}
Fundamental theorem
End points, and manifolds with boundary
Definition 23 (Upper half space). We define the (closed) $d$-dimensional upper half space by \begin{equation} \R^{d}_{+} = \set{x \in \R^d \st x_1 \geq 0 } \,. \end{equation}
Definition 24 (Manifold with boundary). Let $1 < d < n \in \N$. We say a non-empty set $M \subseteq \R^n$ is a $d$-dimensional $C^1$-manifold (with boundary) if for every $a \in M$ there exists $U \subseteq \R^n$, a ball $B(x^*, r) \subseteq \R^d_{+}$, and $C^1$ function $\varphi \colon B(x^*, r) \to \R^n$ such that:
- $\varphi$ is injective, and $\rank(D \varphi_x) = d$ for all $x \in B(x^*, r)$.
- $\varphi(B(x^*, r)) = U \cap M$ and $\varphi(x^*) = a$.
The boundary of $M$, also denoted by $\partial M$, is defined to be all points $a$ for which $x^* \in \partial \R^d_{+} = \set{x \in \R^d \st x_1 = 0}$ (i.e. points for which $x^*_1 = 0$).
Remark 25. Our previous definition of manifold (without boundary) required it to be locally a graph of a $C^1$ function. That is for every $a \in M$, we required that for some small open set $U \ni a$, $M \cap U = \set{ P (x, g(x)) \st x \in V}$ where $V \subseteq \R^d$ is open, $g$ is $C^1$, and $P$ is a rearrangement of coordinates. If we set $\varphi(x) = P(x, g(x))$ (and restrict $V$ to a ball), then we get our new definition. From this proposition we know that for manifolds (without boundary), the new definition is equivalent to the old definition.
The change in the new definition is now we allow $B(x^*, r)$ to be an open ball in $\R^d_{+}$. If $x^*_1 > 0$, then making $r$ smaller if necessary, $B(x^*, r)$ looks like a standard ball in $\R^d$. If, however, $x^*_1 = 0$, then $B(x^*, r)$ looks fundamentally different. It is now only “half” a ball. When $d = 1$, $B(0, r) \subseteq \R^1_{+}$ is the half open interval $[0, r)$. When $d = 2$, $B(0, r) \subseteq \R^1_{+}$ is the half disk $\set{x \in \R^2 \st \abs{x} < r, x_1 \geq 0}$. Points $a \in M$ where we have $x^*_1 = 0$ for one $\varphi$, will be points for which $x^*_1 = 0$ for any $\varphi$ (this needs proof!) and these points are defined to be points on the boundary of $M$.
Remark 26. There are two notions of boundary, and both of them have the same name! The first notion of boundary is for subsets of metric spaces which we saw earlier. The metric space boundary of $M$ is just the closure of $M$! The manifold boundary of $M$, however is not always empty. If $M$ is a $d-1$ dimensional manifold, then the boundary is a $d-1$ dimensional manifold when it’s non-empty.
Example 27. Let $f \colon [0, 1] \to \R^d$ be $C^1$, and $M = \set{(x, f(x)) \st x \in [0, 1]}$. Then $M$ is a $1$-dimensional manifold with boundary. The boundary is two points $(0, f(0))$ and $(1, f(1))$. In this case $M$ is a curve, and the boundary of $M$ are the endpoints of the curve.
Example 28. Let $M = \set{x \in \R^{d+1} \st \abs{x} = 1, x_1 \geq 0}$. Here $M$ is an $d$ dimensional sphere in $\R^{d+1}$ and the boundary of $M$ is a $d-1$ dimensional sphere.
Piecewise $C^1$ curves
In many examples it is useful to allow curves (and their parametrizations) to be piecewise $C^1$.
Definition 29. A function $f:[a, b] \to \R^d$ is called piecewise $C^1$ if the following hold.
- The function $f$ is continuous on $[a, b]$.
- There exists a finite set $F \subseteq [a, b]$ such that $f$ is $C^1$ on $[a, b] -F$.
- Both left and right limits of $f’$ exist at all points in $F$.
Definition 30. We say $\Gamma \subseteq \R^d$ is a piecewise $C^1$ curve, if it is a connected piecewise $C^1$ $1$-dimensional manifold. That is, for every $x \in \Gamma$, there exists an open set $U \ni x$ such that $U \cap \Gamma$ is the image of a piecewise $C^1$, injective, function $\varphi$ whose domain is a ball in $\R^1_{+} \defeq [0, \infty)$, and whose derivative has rank $1$ (when defined).
Remark 31. We allowed rotation of coordinates above because otherwise the square will not be a piecewise $C^1$ curve.
Fundamental theorem for line integrals
Definition 32. We say $\Gamma$ is a curve with endpoints if $\Gamma$ is a connected $1$-dimensional $C^1$ curve with boundary.
Remark 33. Some authors allow curves to “loop back over themselves”, and call curves which don’t “simple curves”. We define curves to be (connected) one dimensional manifolds – they can’t loop back over themselves. So our notion of curves is what is called a “simple curve” in many books.
Remark 34. For curves, the points in the boundary are called end points. A curve can have at most two endpoints (this is a theorem, which needs proof as mentioned in Remark 3.) If a curve has two endpoints, $a$, $b$, then one can parametrize it by a $C^1$ function $\gamma \colon [0, 1] \to \Gamma$ such that $\gamma(0) = a$ and $\gamma(1) = b$ (this again needs proof, as mentioned in Remark 3.) One can now orient $\Gamma$ by choosing $\hat \tau = \gamma’ / \abs{\gamma’}$. (In this case $a$, $b$ are called the starting and ending points of $\Gamma$ respectively.)
Suppose $U \subseteq \R^d$ is a domain, $\varphi \colon U \to \R$ is $C^1$ and $\Gamma \subseteq \R^d$ is any piecewise $C^1$ curve that starts at $a$, ends at $b$ and is completely contained in $U$. Then \begin{equation} \int_\Gamma \grad \varphi \cdot d\ell = \varphi(b) - \varphi(a). \end{equation}
Conservative fields
Definition 36. A closed curve is a curve which is compact and has no boundary. When $\Gamma$ is a closed curve, a line integral over $\Gamma$ is usually denoted by \begin{equation} \oint_\Gamma F \cdot d\ell\,. \end{equation}
Remark 37 (Orienting closed curves). To do a line integral over a closed curve, one needs to orient them. For closed curves in the plane, one can orient them by traversing them clockwise (or counter clockwise). For closed curves in higher dimensions, the notions clockwise and counter-clockwise aren’t apriori defined, and need a frame of reference.
Corollary 38. If $\Gamma \subseteq \R^d$ is a closed curve, and $\varphi \colon \Gamma \to \R$ is $C^1$, then \begin{equation} \oint_\Gamma \grad \varphi \cdot d\ell = 0 \,. \end{equation}
Definition 39 (Conservative). Let $U \subseteq \R^d$, and $F:U \to \R^d$ be a vector function. We say $F$ is a conservative if \begin{equation} \oint_\Gamma F \cdot d\ell = 0, \end{equation} for all closed curves $\Gamma$ which are completely contained inside $U$.
Remark 40. If $F$ is conservative, then and $\Gamma_1$, $\Gamma_2$ are any two curves starting from $a$ and ending at $b$, then \begin{equation} \int_{\Gamma_1} F \cdot d\ell = \int_{\Gamma_2} F \cdot d\ell \,. \end{equation} Physically, the work done by a conservative force only depends on the initial and final points, and not the path taken.
Definition 41. Let $U \subseteq \R^d$ be an connected open set. A force $F \colon U \to \R^d$ is called a potential force if there exists $V \colon U \to \R^d$ such that $F = - \grad V$.
Remark 42. Clearly any potential force is conservative.
Corollary 43. Gravity is a conservative force.
Problem 44. What is the work done against gravity to move a body of mass $m$ located at from $a \in \R^3 - 0$ to “infinity”. That is, let $F(x) = -GMm x / \abs{x}^3$ be the gravitational force on the body. Compute \begin{equation} \lim_{\abs{y} \to \infty} \int_{\Gamma(a, y)} F \cdot d\ell\,, \end{equation} where $\Gamma(a, y)$ is any path connecting $a$ and $y$ (without passing through the origin).
Remark 45. The fact that the answer to the previous problem is finite is why the escape velocity of the earth is finite. That is, if you launch a body straight up at the surface of the earth so that it has the same initial kinetic energy as the answer to the previous problem, then it won’t ever return to earth.
Theorem 46. Any (continuous) conservative force on a connected open set is a potential force.
Proof sketch. Let $U \subseteq \R^d$ be a connected open set, and $F \colon U \to \R^d$ be a conservative force. Fix $a \in U$ arbitrarily. For any $x \in U$, let $\Gamma$ be a curve that joins $a$ and $x$ and define $V(x) = -\int_\Gamma F \cdot d\ell$, and check $F = - \grad V$.